Publications by xi'an
Welcome, Robin!
Robin Ryder started his new blog with his different solutions to Le Monde puzzle of last Saturday (about the algebraic sum of products…), solutions that are much more elegant than my pedestrian rendering. I particularly like the one based on the Jacobian of a matrix! (Robin is doing a postdoc in Dauphine and CREST—under my supervision—on AB...
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How to use mcsm
Within the past two days, I received this email Dear Prof.Robert I have just bought your recent book on Introducing Monte Carlo Methods with R. Although I have checked your web page for the R programs (bits of the code in the book, codes for generating the figures and tec – not the package available on cran) used in the book, I have not fo...
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New Le Monde puzzle
When I first read Le Monde puzzle this weekend, I though it was even less exciting than the previous one: find , such that is a multiple of . The solution is obtained by brute-force checking through an R program: and then the a next solution is (with several values for N). However, while waiting in the plane to Edinburgh, I thought more abo...
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An email about mixtures
As a coincidence, or not, I received the following email just before starting our mixture estimation workshop (the above is Ben Nevis on Monday, whose skyline really looks like a three component mixture!) and giving a discussion on label switching: I am implementing a Markov-Chain Monte Carlo method for Gibbs sampling from a simple mixture of nor...
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Posterior likelihood
At the Edinburgh mixture estimation workshop, Murray Aitkin presented his proposal to compare models via the posterior distribution of the likelihood ratio. As already commented in a post last July, the positive aspect of looking at this quantity rather than at the Bayes factor is that the priors are then allowed to be improper if one simulates ...
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schoolmath
In connection with the Le Monde puzzle of last week, I was looking for an R function that would give me the prime factor decomposition of any integer. Such a function exists within the package schoolmath, developped by Joerg Schlarmann and Josef Wienand. It is called prime.factor and it returns the prime factors of any integer: > prime.factor(20...
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Chinese versus Japanese editions
Last week, I got news from Springer Verlag about possibly two new editions of my books, one in Chinese and one in Japanese. These were bad news and good news: the bad news was that the Chinese edition was actually a reprint of our original book, Monte Carlo Statistical Method, by a Chinese publishing company. Supposedly restricted to the Chines...
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Introducing R on video
Darren Wraith pointed out to me this site proposing a whole series of videos introducing to R. (Unfortunately in a Windows environment.) This can be handy when facing students with no R background… Filed under: R, Statistics, University life Tagged: course, video Related To leave a comment for the author, please follow the link and comm...
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Puzzle of the week [w10]
The puzzle in last Saturday edition of Le Monde is made of two parts: Given a 10×10 grid, what is the maximum number of nodes one can highlight before creating a parallelogram with one side parallel to one of the axes of the grid? What is the maximum number of nodes one can highlight before creating a rectangle? Given that I was reasonably busy ...
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t-walk on the wild side
When I read in the abstract of the recent A General Purpose Sampling Algorithm for Continuous Distributions, published by Christen and Fox in Bayesian Analysis that We develop a new general purpose MCMC sampler for arbitrary continuous distributions that requires no tuning. I am slightly bemused. The proposal of the authors is certainly interesti...
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